+787.1%
ON vs XYL
+389.9%
+397.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +12.2% | -3.7% | +16.0% | +15.4% |
| 30D | -3.1% | -8.3% | +5.2% | +0.4% |
| 3M | -12.9% | -21.4% | +8.6% | +1.3% |
| 6M | -38.6% | -12.9% | -25.7% | -34.7% |
| YTD | +31.2% | -30.1% | +61.3% | +63.2% |
| 1Y | +47.6% | -35.2% | +82.8% | +95.2% |
| 3Y | +6.6% | -0.8% | +7.4% | +1.1% |
| 5Y | +21.3% | -23.2% | +44.5% | +38.6% |
| 10Y | +533.3% | +101.2% | +432.1% | +272.2% |
| All | +787.1% | +389.9% | +397.3% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling